+66.7%
FCX vs CART
+40.2%
+26.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -15.1% | +23.1% | -38.1% | -17.2% |
| 3M | -9.6% | +19.2% | -28.8% | -11.7% |
| 6M | -3.1% | +45.7% | -48.7% | -8.2% |
| YTD | +23.4% | +30.9% | -7.4% | +18.4% |
| 1Y | +52.7% | +50.2% | +2.5% | +42.6% |
| 3Y | +91.4% | +133.5% | -42.1% | +60.7% |
| All | +66.7% | +40.2% | +26.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling